Safko Spinning Mills Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.13% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1397 | 19.54 | |
| 0.7907 | 37.17 | |
| -0.0655 | -9.86 | |
| 0.3127 | 1.27 | |
| 0.2385 | 0.91 | |
| 0.7443 | 3.13 |
Estimation Period:
Sep 8, 2009 to Feb 5, 2026
Sep 8, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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